Kercheval, A., & Sowunmi, O. (2026). The Long-Only Minimum Variance Portfolio in a One-Factor Market: Theory and Asymptotics.
Chicago Style (17th ed.) CitationKercheval, Alec, and Ololade Sowunmi. The Long-Only Minimum Variance Portfolio in a One-Factor Market: Theory and Asymptotics. 2026.
MLA (9th ed.) CitationKercheval, Alec, and Ololade Sowunmi. The Long-Only Minimum Variance Portfolio in a One-Factor Market: Theory and Asymptotics. 2026.
Warning: These citations may not always be 100% accurate.